IntraAlpha
Create free account Start free

Xperi Inc XPER

i

Market datapartial · fetched 2026-10-22T14:49:40.484Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:49:31.347459753Z

FundamentalsAlpha Vantage · unavailable

Share price$5.16
1D-0.8%
$5.15$5.17$5.20$5.22$5.245:30 AM6:30 AM9:00 AM1:00 PMXPER
Sold putSold call

Xperi Inc options

Live interpolated XPER call and put midpoint premiums by absolute delta.Xperi Inc$0.16$2.74$5.32$7.90$10.47$1.69$3.71$5.73$7.75$9.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPER spot · $5.16XPER PRICE$0.44$0.48$0.53$0.58$0.63$0.68$0.65$1.05$1.45$1.85$2.25$2.65$4.82$7.28$9.73
PutsExpensive1.41×
CallsExpensive1.19×
SkewBearish+21.79 pp
Implied moveBearish±$2.03
TiltBearish80.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ7.2072.8%48.0%
40Δ6.7967.6%41.1%5.2049.1%11.9%
45Δ6.3962.5%34.2%5.6555.9%10.9%
50Δ5.9957.3%27.3%6.0962.6%10.0%
55Δ5.5852.2%20.4%6.5469.4%9.0%
60Δ5.1847.0%13.5%6.9976.1%8.1%
65Δ7.4482.8%7.1%
70Δ9.7197.3%5.3%
75Δ12.27113.0%3.3%
80Δ14.82128.8%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.20
IV
72.8%
B/E move
48.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.79
IV
67.6%
B/E move
41.1%
Puts
Pseudo strike
5.20
IV
49.1%
B/E move
11.9%

45Δ

Calls
Pseudo strike
6.39
IV
62.5%
B/E move
34.2%
Puts
Pseudo strike
5.65
IV
55.9%
B/E move
10.9%

50Δ

Calls
Pseudo strike
5.99
IV
57.3%
B/E move
27.3%
Puts
Pseudo strike
6.09
IV
62.6%
B/E move
10.0%

55Δ

Calls
Pseudo strike
5.58
IV
52.2%
B/E move
20.4%
Puts
Pseudo strike
6.54
IV
69.4%
B/E move
9.0%

60Δ

Calls
Pseudo strike
5.18
IV
47.0%
B/E move
13.5%
Puts
Pseudo strike
6.99
IV
76.1%
B/E move
8.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.44
IV
82.8%
B/E move
7.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.71
IV
97.3%
B/E move
5.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.27
IV
113.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.82
IV
128.8%
B/E move
1.3%

Options history

No recorded observations